+911.5%
BE vs AU
+1,475.4%
-563.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.3% | +9.7% | +8.1% |
| 7D | +20.0% | -3.6% | +23.6% | +21.3% |
| 30D | +7.9% | +23.9% | -16.0% | 0.0% |
| 3M | -13.2% | +19.1% | -32.3% | -18.5% |
| 6M | +53.5% | -0.2% | +53.6% | +50.4% |
| YTD | +191.0% | +32.5% | +158.6% | +161.3% |
| 1Y | +360.5% | +96.9% | +263.6% | +270.1% |
| 3Y | +1,568.0% | +614.7% | +953.3% | +771.9% |
| 5Y | +1,055.2% | +647.7% | +407.5% | +477.4% |
| All | +911.5% | +1,475.4% | -563.9% | +317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling